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isPartOf:"Wiley finance series"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Volatility"
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Search: subject_exact:"Black-Scholes model"
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Volatility
Black-Scholes model
52
Black-Scholes-Modell
52
Theorie
37
Theory
37
Option pricing theory
20
Optionspreistheorie
20
Volatilität
13
Option trading
12
Optionsgeschäft
12
Hedging
8
Stochastic process
8
Stochastischer Prozess
8
Finanzmathematik
6
Börsenkurs
5
Mathematical finance
5
Portfolio selection
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Portfolio-Management
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Search theory
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Derivat
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Derivative
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Estimation
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Schätzung
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USA
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United States
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Aktienoption
2
American options
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Analysis
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Capital income
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Kapitaleinkommen
2
Martingal
2
Martingale
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2
Risiko
2
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13
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Gatheral, Jim
2
Alòs, Elisa
1
Andersen, Torben
1
Benaim, S.
1
Benzoni, Luca
1
Chen, Zhanyu
1
Cheng Ouyang
1
Comte, Fabienne
1
El Karoui, Nicole
1
Friz, P.
1
Fukasawa, Masaaki
1
Goodman, Jonathan
1
Hsu, Elton P.
1
Jeanblanc, Monique
1
Laurence, Peter
1
Lee, Roger W.
1
Lindberg, Carl
1
Lund, Jesper
1
Mitchell, Daniel
1
Muthuraman, Kumar
1
Platen, Eckhard
1
Renault, Eric
1
Rheinländer, Thorsten
1
Schweizer, Martin
1
Shreve, Steven E.
1
Sircar, Kaushik Ronnie
1
Sturm, Stephan
1
Taleb, Nassim Nicholas
1
Wang, Tai-ho
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Wiley finance series
Mathematical finance : an international journal of mathematics, statistics and financial theory
The journal of finance : the journal of the American Finance Association
International journal of theoretical and applied finance
39
Applied mathematical finance
16
The journal of computational finance
15
International journal of financial engineering
14
Quantitative finance
12
Review of derivatives research
11
Journal of banking & finance
10
The journal of futures markets
10
Asia-Pacific financial markets
9
Computational economics
7
Finance and stochastics
6
Journal of mathematical finance
6
The journal of derivatives : the official publication of the International Association of Financial Engineers
6
Discussion paper / B
5
European journal of operational research : EJOR
5
Finance research letters
5
Journal of econometrics
5
The European journal of finance
5
Applied economics
4
Applied financial economics
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
4
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center Conference
4
Research paper series / Swiss Finance Institute
4
Review of quantitative finance and accounting
4
The North American journal of economics and finance : a journal of financial economics studies
4
Finanzmarkt und Portfolio-Management
3
International journal of theoretical and applied finance : IJTAF
3
International review of financial analysis
3
Journal of derivatives & hedge funds
3
Journal of economic dynamics & control
3
Journal of emerging market finance
3
Journal of empirical finance
3
Journal of financial economics
3
Journal of risk and financial management : JRFM
3
Mathematics and financial economics
3
Risk and decision analysis
3
Risks : open access journal
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
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ECONIS (ZBW)
13
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1
Valuation of barrier options via a general self-duality
Alòs, Elisa
;
Chen, Zhanyu
;
Rheinländer, Thorsten
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 492-515
Persistent link: https://www.econbiz.de/10011583542
Saved in:
2
From smile asymptotics to market risk measures
Sircar, Kaushik Ronnie
;
Sturm, Stephan
- In:
Mathematical finance : an international journal of …
25
(
2015
)
2
,
pp. 400-425
Persistent link: https://www.econbiz.de/10011350605
Saved in:
3
Boundary evolution equations for American options
Mitchell, Daniel
;
Goodman, Jonathan
;
Muthuraman, Kumar
- In:
Mathematical finance : an international journal of …
24
(
2014
)
3
,
pp. 505-532
Persistent link: https://www.econbiz.de/10010486015
Saved in:
4
The normalizing transformation of the implied volatility smile
Fukasawa, Masaaki
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 753-762
Persistent link: https://www.econbiz.de/10009614936
Saved in:
5
Asymptotics of implied volatility in local volatility models
Gatheral, Jim
;
Hsu, Elton P.
;
Laurence, Peter
;
Cheng Ouyang
- In:
Mathematical finance : an international journal of …
22
(
2012
)
4
,
pp. 591-620
Persistent link: https://www.econbiz.de/10009614946
Saved in:
6
Regular variation and smile asymptotics
Benaim, S.
;
Friz, P.
- In:
Mathematical finance : an international journal of …
19
(
2009
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10003818197
Saved in:
7
New-generated dependence and optimal portfolios for n stocks in a market of Barndorff-Nielsen and shephard type
Lindberg, Carl
- In:
Mathematical finance : an international journal of …
16
(
2006
)
3
,
pp. 549-568
Persistent link: https://www.econbiz.de/10003338695
Saved in:
8
The volatility surface : a practitioner's guide
Gatheral, Jim
-
2006
Persistent link: https://www.econbiz.de/10013490260
Saved in:
9
The moment formula for implied volatility at extreme strikes
Lee, Roger W.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
3
,
pp. 469-480
Persistent link: https://www.econbiz.de/10002125588
Saved in:
10
An empirical investigation of continuous-time equity return models
Andersen, Torben
;
Benzoni, Luca
;
Lund, Jesper
- In:
The journal of finance : the journal of the American …
57
(
2002
)
3
,
pp. 1239-1284
Persistent link: https://www.econbiz.de/10001684993
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